Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48867.81 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44806.6 Kr¶

PnL: ---------------------------------------> -249.4 Kr¶

DD now: ---------------------------------> -8.005 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 09:00:39.979528'

Anic Portfolio¶

Today¶

Return: -0.011 %¶

This Week¶

Return: -0.883 %¶

Total portfolio value¶

Return including deposits: 59.981 %¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1660.860000 191.860000 13.060000 1468.999998
Sedana Medical 93 0.000000 2568.660000 47.660000 1.890000 2521.000011
Hoist Finance 35 0.000000 1004.500000 24.500000 2.500000 980.000000
Atrium Ljungberg B 5 0.000000 952.500000 17.500000 1.870000 935.000000
JM 6 0.000000 877.800000 13.800000 1.600000 864.000000
Orrön Energy 180 0.000000 2056.500000 13.500000 0.660000 2043.000000
Sagax B 4 0.000000 866.800000 12.800000 1.500000 854.000000
Catena 2 0.000000 803.200000 11.200000 1.410000 792.000000
Platzer Fastigheter Holding B 12 0.000000 969.600000 8.600000 0.890000 960.999996
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
BioGaia B 8 0.170000 936.000000 6.000000 0.650000 930.000000
Sagax A 4 0.000000 860.000000 6.000000 0.700000 854.000000
Biotage 7 0.000000 942.900000 1.900000 0.200000 940.999997
Alimak Group 11 1.320000 929.500000 1.500000 0.160000 927.999996
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
Hexatronic Group 12 0.000000 968.160000 1.160000 0.120000 966.999996
Bilia A 8 0.000000 900.000000 0.000000 0.000000 900.000000
Gränges 9 0.000000 927.900000 -0.100000 -0.010000 927.999999
AcadeMedia 8 0.000000 400.800000 -1.200000 -0.300000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 0.000000 775.800000 -3.200000 -0.410000 779.000001
EQT 4 0.000000 828.000000 -4.000000 -0.480000 832.000000
SKF B 5 0.000000 932.000000 -8.000000 -0.850000 940.000000
OX2 13 0.000000 940.550000 -9.450000 -0.990000 949.999999
Addnode Group B 11 0.000000 901.450000 -19.550000 -2.120000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Vitec Software Group B 2 0.000000 1042.000000 -45.000000 -4.140000 1087.000000
Bufab 3 0.000000 1053.000000 -56.000000 -5.050000 1109.000001
Indutrade 5 0.000000 1161.000000 -57.000000 -4.680000 1218.000000
Hexagon B 26 0.000000 3390.400000 -70.600000 -2.040000 3461.000010
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
BHG Group 97 -1.720000 1331.810000 -127.190000 -8.720000 1458.999989
TOTAL 44813.730000 -242.270000 -7.99507% 45056.000411

Updated:¶

'2023-07-04 09:00:18.907855'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶